Price: [price_with_discount]
[ad_1]
Darbyshire and Hampton's second book in the hedge fund modeling and analysis series, using MATLAB's hedge fund modeling and analysis, leverages a large built-in function library and financial analysis suite for MATLAB® software packages. This allows for more detailed analysis of some of the computationally intensive and advanced topics such as hedge fund classification, performance assessment and mean-variance optimization. The first book in Darbyshire and Hampton's series, Hedge Fund Modeling and Analysis using Excel and VBA, is seen as a valuable supplement to this book. Starting with an overview of the hedge fund industry, this book will look at a variety of commercially available sources of hedge fund data. After introducing key statistical techniques and methods, this book discusses mean-variance optimization, hedge fund classification and performance, and focuses on risk-adjusted earnings indicators. Finally, it covers common hedge fund market risk management techniques, such as traditional risk-value methods, revised postponements, and projected deficiencies. The book's dedicated website, www.darbyshirehampton.com, provides free downloads of all data and MATLAB® source code and other useful resources. Hedge Fund Modeling and Analysis Using MATLAB® as the authoritative introductory guide to hedge fund modeling and analysis will provide investors, industry practitioners and students with useful tools and techniques for analyzing and estimating alpha and beta return sources, Executive manager rankings and market risk management.
[ad_2]
Orignal From: Modeling and Analysis of Hedge Funds Based on MATLAB
No comments:
Post a Comment